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it might be easier to paint with them on. They are held by clips and some tape. Mine are shaved so i'm not worry, but i painted my friend's. Just tape around it and spray.
most of the time the clips crack or the moldings themselve bend if you try take them out. Just masking tape and lot of newspaper, carefully cover all of the areas around the molding and paint them.
IMO, the best way to do it would be to pop off the moldings by removing the inner door panel so you can access the clips and don't have to worry about breaking them. It's alot of work, but you can remove the moldings so you can sand em down and prep em properly.